Statistical analysis of fractional order system BPF

Versione 1.4.0.0 (4,97 KB) da Duong Pham
Spectral method for statistical analysis of fractional order system.
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Aggiornato 22 mar 2019

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Based on operational matrix technique,explicit relations between first and second order moments of stochastic input and output for linear fractional order system are derived.
Ref.:
[1] Pham Luu Trung Duong & Moonyong Lee
,Uncertainty quantification for fractional order PI control system: polynomial chaos approach IFAC
conference on PID control 2012 Brescia, Italy,
[2] Pham Luu Trung Duong & Moonyong Lee
,Uncertainty propagation in stochastic fractional order processes using spectral methods(Commun Nonlinear Sci Numer Simulat 2012) doi:10.1016/j.cnsns.2012.01.031
http://www.sciencedirect.com/science/article/pii/S1007570412000536
[3]M . Grigoriu Linear systems with fractional Brownian motion and Gaussian noise Probabilistic Engineering Mechanics 22 (2007) 276–284
[4]Pham Luu Trung Duong & Moonyong Lee, Deterministic and stochastic analysis of distributed order systems using operational matrix, http://arxiv.org/abs/1312.3048

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Duong Pham (2025). Statistical analysis of fractional order system BPF (https://it.mathworks.com/matlabcentral/fileexchange/36598-statistical-analysis-of-fractional-order-system-bpf), MATLAB Central File Exchange. Recuperato .

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1.4.0.0

The old version leads to error for matlab 2015 and newer

1.3.0.0

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Two new examples for linear system with fractional brownian motion input
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